Improved mixed model for longitudinal data analysis using shrinkage method

The problem of multicollinearity among predictor variables is a frequent issue in longitudinal data analysis. In this context, this paper proposes a mixed ridge regression model via shrinkage methods to analyze such data. Furthermore, in view of obtaining more efficient estimators, we propose preliminary and Stein-type estimators using prior information for fixedeffects parameters. The model parameters are estimated via the EM algorithm. A simulation study is also presented to assess the performance of the estimators under different estimation methods. An application to the HIV data is also illustrated.